Model selection for integrated autoregressive processes of infinite order (Q765828): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jmva.2011.10.008 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2079238725 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new look at the statistical model identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4082810 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform moment bounds of Fisher's information with applications to time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting distributions of least squares estimates of unstable autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4195812 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5326959 / rank
 
Normal rank
Property / cites work
 
Property / cites work: PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER / rank
 
Normal rank
Property / cites work
 
Property / cites work: On same-realization prediction in an infinite-order autoregressive process. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Order selection for same-realization predictions in autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4344413 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2767480 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time Series Regression with a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: VAR forecasting under misspecification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically efficient selection of the order of the model for estimating parameters of a linear process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Order selection in nonstationary autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive prediction by least squares predictors in stochastic regression models with applications to time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: On predictive least squares principles / rank
 
Normal rank

Latest revision as of 00:03, 5 July 2024

scientific article
Language Label Description Also known as
English
Model selection for integrated autoregressive processes of infinite order
scientific article

    Statements

    Model selection for integrated autoregressive processes of infinite order (English)
    0 references
    0 references
    0 references
    0 references
    22 March 2012
    0 references
    asymptotic efficiency
    0 references
    integrated AR\((\infty )\) processes
    0 references
    mean squared prediction error
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers